+14.6%
SNOW vs PBF
+1,049.0%
-1,034.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.6% |
| 7D | +5.5% | +6.5% | -1.0% | +5.1% |
| 30D | -13.2% | -20.0% | +6.8% | -12.1% |
| 3M | -13.7% | -3.3% | -10.4% | -13.8% |
| 6M | +91.0% | +76.8% | +14.2% | +84.0% |
| YTD | +32.7% | +168.9% | -136.3% | +24.0% |
| 1Y | +13.3% | +96.4% | -83.1% | +7.8% |
| 3Y | +83.4% | +77.2% | +6.2% | +70.8% |
| 5Y | -24.7% | +417.7% | -442.5% | -31.2% |
| All | +14.6% | +1,049.0% | -1,034.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling